+1,267.5%
VLO vs ESI
+182.6%
+1,084.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.9% |
| 7D | -13.3% | -8.5% | -4.8% | -11.0% |
| 30D | -18.3% | -15.7% | -2.7% | -14.4% |
| 3M | +14.3% | -18.2% | +32.6% | +20.3% |
| 6M | +47.6% | -28.8% | +76.5% | +59.7% |
| YTD | +116.0% | +26.3% | +89.7% | +90.2% |
| 1Y | +101.0% | +18.2% | +82.8% | +80.4% |
| 3Y | +199.0% | +68.1% | +130.9% | +132.8% |
| 5Y | +419.0% | +28.8% | +390.3% | +330.8% |
| 10Y | +778.2% | +329.8% | +448.4% | +398.5% |
| All | +1,267.5% | +182.6% | +1,084.8% | +721.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling